+645.9%
VST vs SRE
+51.9%
+594.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.2% |
| 7D | +19.2% | -1.1% | +20.2% | +19.8% |
| 30D | -17.2% | -4.1% | -13.0% | -14.9% |
| 3M | -8.1% | -7.3% | -0.8% | -4.1% |
| 6M | -8.1% | -14.1% | +6.0% | +0.3% |
| YTD | -16.3% | -8.5% | -7.7% | -11.7% |
| 1Y | -24.1% | -12.0% | -12.1% | -18.2% |
| 3Y | +300.2% | +23.4% | +276.8% | +240.8% |
| 5Y | +645.9% | +51.3% | +594.6% | +487.8% |
| All | +645.9% | +51.9% | +594.0% | +487.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling